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TradeStation TradeManager Performance Report TSL_GBPCHF_2.0, GBPCHF, Weekly, 3/16/2001 1:59:00 PM - 3/18/2011 1:59:00 PM
Display:
 
TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $154,508.83    Profit Factor 2.59
Gross Profit $251,904.43    Gross Loss ($97,395.59)
Total Number of Trades 123    Percent Profitable 66.67%
Winning Trades 82    Losing Trades 41
Even Trades 0
Avg. Trade Net Profit $1,256.17    Ratio Avg. Win:Avg. Loss 1.29
Avg. Winning Trade $3,072.01    Avg. Losing Trade ($2,375.50)
Largest Winning Trade $27,126.68    Largest Losing Trade ($11,850.72)
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 3
Avg. Bars in Winning Trades 4.00    Avg. Bars in Losing Trades 5.68
Avg. Bars in Total Trades 4.56
Max. Shares/Contracts Held 100000    Account Size Required $15,177.97
Return on Initial Capital 154.51%    Annual Rate of Return 10.55%
Return Retracement Ratio 0.21    RINA Index 56.14
Trading Period 8 Yrs, 10 Mths, 7 Dys    Percent of Time in the Market 95.24%
Max. Equity Run-up n/a

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($29,278.10)    Value ($15,177.97)
Net Profit as % of Drawdown 527.73%    Net Profit as % of Drawdown 1017.98%
Max. Trade Drawdown ($22,387.20)    
Long Trades
Total Net Profit $48,883.23    Profit Factor 1.83
Gross Profit $107,848.81    Gross Loss ($58,965.58)
Total Number of Trades 61    Percent Profitable 70.49%
Winning Trades 43    Losing Trades 18
Even Trades 0
Avg. Trade Net Profit $801.36    Ratio Avg. Win:Avg. Loss 0.77
Avg. Winning Trade $2,508.11    Avg. Losing Trade ($3,275.87)
Largest Winning Trade $10,552.88    Largest Losing Trade ($11,850.72)
Max. Consecutive Winning Trades 14    Max. Consecutive Losing Trades 3
Avg. Bars in Winning Trades 3.05    Avg. Bars in Losing Trades 5.22
Max. Shares/Contracts Held 100000    Account Size Required $18,506.69
     
Net Profit as % of Largest Loss 412.49%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($30,388.37)    Value ($18,506.69)
Net Profit as % of Drawdown 160.86%    Net Profit as % of Drawdown 264.14%
Max. Trade Drawdown ($22,387.20)  
Short Trades
Total Net Profit $105,625.61    Profit Factor 3.75
Gross Profit $144,055.62    Gross Loss ($38,430.01)
     
Total Number of Trades 62    Percent Profitable 62.90%
Winning Trades 39    Losing Trades 23
Even Trades 0
Avg. Trade Net Proft $1,703.64    Ratio Avg. Win:Avg. Loss 2.21
Avg. Winning Trade $3,693.73    Avg. Losing Trade ($1,670.87)
Largest Winning Trade $27,126.68    Largest Losing Trade ($4,488.55)
Max. Consecutive Winning Trades 8    Max. Consecutive Losing Trades 4
Avg. Bars in Winning Trades 5.05    Avg. Bars in Losing Trades 6.04
Max. Shares/Contracts Held 100000    Account Size Required $10,243.54
Net Profit as % of Largest Loss 2353.22%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($14,228.76)    Value ($10,243.54)
Net Profit as % of Drawdown 742.34%    Net Profit as % of Drawdown 1031.14%
Max. Trade Drawdown ($7,916.31)  
Created by TradeStation: 3/15/2011 10:13:29 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Trade Analysis
TradeStation TradeManager Performance Report TSL_GBPCHF_2.0, GBPCHF, Weekly, 3/16/2001 1:59:00 PM - 3/18/2011 1:59:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
 Winners
 Losers
Total Number of Trades 123 82 41
Avg. Trade Net Profit $1,256.17 $3,072.01 ($2,375.50)
1 Std. Deviation of Avg. Trade $4,214.85 $3,678.57 $2,550.09
Avg. Trade + 1 Std. Deviation $5,471.02 $6,750.57 $174.59
Avg. Trade - 1 Std. Deviation ($2,958.68) ($606.56) ($4,925.59)
Coefficient of Variation 335.53% 119.74% 107.35%
Time Averages
Avg. Time in Trades 24 Dys, 22 Hrs, 14 Mins 21 Dys 32 Dys, 18 Hrs, 43 Mins
Avg. Time Between Trades n/a 15 Dys, 9 Hrs, 11 Mins 43 Dys, 1 Hr, 12 Mins
Avg. Time Between Trade Profit Peaks 372 Dys, 4 Hrs
Outliers Total Positive Negative
Number of Outliers 3 1 2
Outlier Profit/Loss $4,688.48 $27,126.68 ($22,438.20)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $32,445.35 ($22,387.20)
Max. Value Date 1/2/2009 11/14/2008
Avg. Value $3,394.67 ($2,691.82)
1 Std. Deviation $3,907.80 $3,286.77
Avg. + 1 Std. Deviation $7,302.47 $594.95
Avg. - 1 Std. Deviation ($513.13) ($5,978.59)
Coefficient of Variation 115.12% 122.10%
 
Efficiency Analysis Total
 Entry
 Exit
Avg. Efficiency 25.38% 59.09% 66.28%
1 Std. Deviation 44.08% 30.72% 23.44%
Avg. + 1 Std. Deviation 69.45% 89.81% 89.72%
Avg. - 1 Std. Deviation (18.70%) 28.38% 42.85%
Coefficient of Variation 173.70% 51.98% 35.36%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $27,126.68 ($11,850.72)
Largest Profit/Loss as % of Gross 10.77% 12.17%
Largest Consec. Profit/Loss $49,918.49 ($13,304.26)
Largest Consec. Profit/Loss as % of Gross 19.82% 13.66%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 8 $3,156.09 ($4,001.06)
2 8 $3,043.67 ($3,435.01)
3 2 $1,322.97 ($964.64)
4 1 $2,276.08 ($5,725.44)
5 1 $2,850.06 ($446.03)
6 1 $1,698.60 ($1,329.38)
7 3 $3,473.74 ($1,284.77)
8 2 $3,970.28 ($880.63)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 18 ($2,376.06) $4,294.03
2 4 ($1,549.48) $1,633.69
3 5 ($2,815.38) $4,169.55

Created by TradeStation: 3/15/2011 10:13:29 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips		 Shares/Ctrts
Profit/Loss		 Gross P/L
Cum Net Profit		 % Profit Run-up
DrawDown		 Efficiency Total Eff. Comm. Slippage
 1  Sell Short  10/11/02  Short  SFr.2.31500  $0.00  100000  ($946.35)  (0.61%)  $899.11  29.37%    $0.00000  $0.00000
   Buy to Cover  10/25/02  Buy  SFr.2.32920    ($946.35)  ($946.35)    ($2,162.41)  39.96%  (30.67%)  $0.00000  $0.00000
 2  Buy  10/25/02  Buy  SFr.2.32920  $0.00  100000  $87.99  0.06%  $272.61  5.56%    $0.00000  $0.00000
   Sell  11/22/02  Short  SFr.2.33050    $87.99  ($858.36)    ($4,706.13)  96.24%  1.81%  $0.00000  $0.00000
 3  Sell Short  11/22/02  Short  SFr.2.33050  $0.00  100000  $2,330.68  1.46%  $2,591.17  87.91%    $0.00000  $0.00000
   Buy to Cover  12/06/02  Buy  SFr.2.29650    $2,330.68  $1,472.32    ($350.66)  91.16%  79.07%  $0.00000  $0.00000
 4  Buy  12/06/02  Buy  SFr.2.29650  $0.00  100000  ($3,574.83)  (2.12%)  $760.93  10.01%    $0.00000  $0.00000
   Sell  01/31/03  Short  SFr.2.24770    ($3,574.83)  ($2,102.51)    ($7,319.42)  45.59%  (44.40%)  $0.00000  $0.00000
 5  Sell Short  01/31/03  Short  SFr.2.24770  $0.00  100000  $8,210.97  4.88%  $10,406.05  95.66%    $0.00000  $0.00000
   Buy to Cover  03/07/03  Buy  SFr.2.13810    $8,210.97  $6,108.46    ($465.29)  79.82%  75.48%  $0.00000  $0.00000
 6  Buy  03/07/03  Buy  SFr.2.13810  $0.00  100000  $1,873.67  1.20%  $3,191.10  69.54%    $0.00000  $0.00000
   Sell  03/14/03  Short  SFr.2.16370    $1,873.67  $7,982.13    ($1,398.35)  71.29%  40.83%  $0.00000  $0.00000
 7  Sell Short  03/14/03  Short  SFr.2.16370  $0.00  100000  $335.91  0.21%  $1,712.57  41.74%    $0.00000  $0.00000
   Buy to Cover  03/28/03  Buy  SFr.2.15910    $335.91  $8,318.04    ($2,391.15)  66.26%  8.00%  $0.00000  $0.00000
 8  Buy  03/28/03  Buy  SFr.2.15910  $0.00  100000  $2,061.19  1.33%  $2,492.10  53.22%    $0.00000  $0.00000
   Sell  04/11/03  Short  SFr.2.18780    $2,061.19  $10,379.23    ($2,201.53)  90.80%  44.02%  $0.00000  $0.00000
 9  Sell Short  04/11/03  Short  SFr.2.18780  $0.00  100000  $1,768.55  1.10%  $2,289.57  80.62%    $0.00000  $0.00000
   Buy to Cover  04/25/03  Buy  SFr.2.16370    $1,768.55  $12,147.78    ($543.08)  81.65%  62.27%  $0.00000  $0.00000
 10  Buy  04/25/03  Buy  SFr.2.16370  $0.00  100000  ($446.03)  (0.28%)  $1,850.48  68.03%    $0.00000  $0.00000
   Sell  05/02/03  Short  SFr.2.15770    ($446.03)  $11,701.75    ($869.76)  15.57%  (16.39%)  $0.00000  $0.00000
 11  Sell Short  05/02/03  Short  SFr.2.15770  $0.00  100000  $2,670.03  1.62%  $4,965.19  89.64%    $0.00000  $0.00000
   Buy to Cover  05/16/03  Buy  SFr.2.12280    $2,670.03  $14,371.78    ($571.34)  58.56%  48.20%  $0.00000  $0.00000
 12  Buy  05/16/03  Buy  SFr.2.12280  $0.00  100000  $5,517.29  3.43%  $6,031.94  79.54%    $0.00000  $0.00000
   Sell  06/06/03  Short  SFr.2.19570    $5,517.29  $19,889.08    ($1,579.96)  93.21%  72.75%  $0.00000  $0.00000
 13  Sell Short  06/06/03  Short  SFr.2.19570  $0.00  100000  $1,556.22  0.95%  $3,611.32  40.72%    $0.00000  $0.00000
   Buy to Cover  07/25/03  Buy  SFr.2.17480    $1,556.22  $21,445.29    ($5,145.77)  76.83%  17.55%  $0.00000  $0.00000
 14  Buy  07/25/03  Buy  SFr.2.17480  $0.00  100000  $4,044.04  2.63%  $4,439.27  84.20%    $0.00000  $0.00000
   Sell  08/22/03  Short  SFr.2.23210    $4,044.04  $25,489.33    ($866.82)  92.50%  76.71%  $0.00000  $0.00000
 15  Sell Short  08/22/03  Short  SFr.2.23210  $0.00  100000  $3,744.09  2.20%  $4,659.14  79.45%    $0.00000  $0.00000
   Buy to Cover  10/10/03  Buy  SFr.2.18300    $3,744.09  $29,233.42    ($1,175.51)  84.40%  63.85%  $0.00000  $0.00000
 16  Buy  10/10/03  Buy  SFr.2.18300  $0.00  100000  $6,706.91  4.12%  $6,759.07  97.32%    $0.00000  $0.00000
   Sell  10/31/03  Short  SFr.2.27300    $6,706.91  $35,940.33    ($188.00)  99.25%  96.57%  $0.00000  $0.00000
 17  Sell Short  10/31/03  Short  SFr.2.27300  $0.00  100000  $4,830.88  2.76%  $5,724.63  71.58%    $0.00000  $0.00000
   Buy to Cover  11/21/03  Buy  SFr.2.21030    $4,830.88  $40,771.21    ($2,166.57)  88.82%  60.40%  $0.00000  $0.00000
 18  Buy  11/21/03  Buy  SFr.2.21030  $0.00  100000  $3,594.53  1.99%  $4,323.26  72.73%    $0.00000  $0.00000
   Sell  01/09/04  Short  SFr.2.25420    $3,594.53  $44,365.74    ($1,569.56)  87.74%  60.47%  $0.00000  $0.00000
 19  Sell Short  01/09/04  Short  SFr.2.25420  $0.00  100000  ($1,046.61)  (0.58%)  $323.14  12.89%    $0.00000  $0.00000
   Buy to Cover  01/23/04  Buy  SFr.2.26720    ($1,046.61)  $43,319.13    ($2,183.85)  46.23%  (40.88%)  $0.00000  $0.00000
 20  Buy  01/23/04  Buy  SFr.2.26720  $0.00  100000  $2,160.79  1.20%  $2,335.56  83.52%    $0.00000  $0.00000
   Sell  01/30/04  Short  SFr.2.29440    $2,160.79  $45,479.92    ($460.90)  93.75%  77.27%  $0.00000  $0.00000
 21  Sell Short  01/30/04  Short  SFr.2.29440  $0.00  100000  ($2,441.33)  (1.35%)  $1,718.55  18.07%    $0.00000  $0.00000
   Buy to Cover  03/19/04  Buy  SFr.2.32540    ($2,441.33)  $43,038.59    ($7,529.58)  55.50%  (26.43%)  $0.00000  $0.00000
 22  Buy  03/19/04  Buy  SFr.2.32540  $0.00  100000  $2,727.41  1.51%  $3,153.57  62.04%    $0.00000  $0.00000
   Sell  04/02/04  Short  SFr.2.36060    $2,727.41  $45,766.00    ($1,938.04)  91.62%  53.66%  $0.00000  $0.00000
 23  Sell Short  04/02/04  Short  SFr.2.36060  $0.00  100000  $2,310.38  1.29%  $3,860.77  69.40%    $0.00000  $0.00000
   Buy to Cover  04/23/04  Buy  SFr.2.33020    $2,310.38  $48,076.38    ($1,747.95)  72.13%  41.53%  $0.00000  $0.00000
 24  Buy  04/23/04  Buy  SFr.2.33020  $0.00  100000  ($3,423.06)  (1.83%)  $1,404.65  18.42%    $0.00000  $0.00000
   Sell  06/18/04  Short  SFr.2.28760    ($3,423.06)  $44,653.32    ($6,282.64)  38.46%  (43.12%)  $0.00000  $0.00000
 25  Sell Short  06/18/04  Short  SFr.2.28760  $0.00  100000  $1,185.80  0.63%  $3,287.54  86.83%    $0.00000  $0.00000
   Buy to Cover  07/09/04  Buy  SFr.2.27310    $1,185.80  $45,839.12    ($494.81)  44.49%  31.32%  $0.00000  $0.00000
 26  Buy  07/09/04  Buy  SFr.2.27310  $0.00  100000  $3,786.68  2.11%  $3,857.68  97.22%    $0.00000  $0.00000
   Sell  07/23/04  Short  SFr.2.32110    $3,786.68  $49,625.81    ($114.32)  98.21%  95.43%  $0.00000  $0.00000
 27  Sell Short  07/23/04  Short  SFr.2.32110  $0.00  100000  $3,702.22  1.99%  $4,525.83  76.18%    $0.00000  $0.00000
   Buy to Cover  08/20/04  Buy  SFr.2.27480    $3,702.22  $53,328.03    ($1,415.55)  86.14%  62.31%  $0.00000  $0.00000
 28  Buy  08/20/04  Buy  SFr.2.27480  $0.00  100000  $1,644.58  0.93%  $1,987.53  91.73%    $0.00000  $0.00000
   Sell  08/27/04  Short  SFr.2.29590    $1,644.58  $54,972.61    ($179.32)  84.17%  75.90%  $0.00000  $0.00000
 29  Sell Short  08/27/04  Short  SFr.2.29590  $0.00  100000  $2,933.77  1.62%  $3,987.73  95.12%    $0.00000  $0.00000
   Buy to Cover  09/03/04  Buy  SFr.2.25860    $2,933.77  $57,906.39    ($204.56)  74.86%  69.98%  $0.00000  $0.00000
 30  Buy  09/03/04  Buy  SFr.2.25860  $0.00  100000  $1,505.79  0.84%  $1,719.77  61.47%    $0.00000  $0.00000
   Sell  09/24/04  Short  SFr.2.27760    $1,505.79  $59,412.17    ($1,081.17)  92.35%  53.82%  $0.00000  $0.00000
 31  Sell Short  09/24/04  Short  SFr.2.27760  $0.00  100000  $10,586.38  5.30%  $10,891.09  92.61%    $0.00000  $0.00000
   Buy to Cover  11/26/04  Buy  SFr.2.15700    $10,586.38  $69,998.55    ($808.32)  95.68%  88.29%  $0.00000  $0.00000
 32  Buy  11/26/04  Buy  SFr.2.15700  $0.00  100000  $5,515.34  2.97%  $6,618.41  99.22%    $0.00000  $0.00000
   Sell  12/10/04  Short  SFr.2.22100    $5,515.34  $75,513.89    ($53.08)  83.46%  82.69%  $0.00000  $0.00000
 33  Sell Short  12/10/04  Short  SFr.2.22100  $0.00  100000  ($714.65)  (0.37%)  $4,358.12  47.20%    $0.00000  $0.00000
   Buy to Cover  02/25/05  Buy  SFr.2.22930    ($714.65)  $74,799.23    ($4,593.52)  44.92%  (7.88%)  $0.00000  $0.00000
 34  Buy  02/25/05  Buy  SFr.2.22930  $0.00  100000  $1,573.19  0.83%  $2,351.23  84.62%    $0.00000  $0.00000
   Sell  03/04/05  Short  SFr.2.24770    $1,573.19  $76,372.42    ($427.64)  72.00%  56.62%  $0.00000  $0.00000
 35  Sell Short  03/04/05  Short  SFr.2.24770  $0.00  100000  $2,885.45  1.48%  $3,024.51  87.00%    $0.00000  $0.00000
   Buy to Cover  03/11/05  Buy  SFr.2.21450    $2,885.45  $79,257.87    ($452.10)  96.00%  83.00%  $0.00000  $0.00000
 36  Buy  03/11/05  Buy  SFr.2.21450  $0.00  100000  $4,055.51  2.20%  $4,387.93  96.00%    $0.00000  $0.00000
   Sell  04/01/05  Short  SFr.2.26330    $4,055.51  $83,313.39    ($189.12)  92.73%  88.73%  $0.00000  $0.00000
 37  Sell Short  04/01/05  Short  SFr.2.26330  $0.00  100000  $859.41  0.47%  $2,326.90  53.54%    $0.00000  $0.00000
   Buy to Cover  05/20/05  Buy  SFr.2.25270    $859.41  $84,172.80    ($2,076.21)  66.23%  19.78%  $0.00000  $0.00000
 38  Buy  05/20/05  Buy  SFr.2.25270  $0.00  100000  $3,734.05  2.10%  $3,867.97  77.57%    $0.00000  $0.00000
   Sell  06/10/05  Short  SFr.2.30010    $3,734.05  $87,906.85    ($1,154.28)  97.31%  74.88%  $0.00000  $0.00000
 39  Sell Short  06/10/05  Short  SFr.2.30010  ($132.35)  100000  $3,076.33  1.81%  $4,260.54  65.23%    $0.00000  $0.00000
   Buy to Cover  07/08/05  Buy  SFr.2.25840    $3,076.33  $90,983.18    ($2,401.88)  82.16%  47.39%  $0.00000  $0.00000
 40  Buy  07/08/05  Buy  SFr.2.25840  $0.00  100000  $384.77  0.21%  $1,497.14  44.60%    $0.00000  $0.00000
   Sell  08/12/05  Short  SFr.2.26320    $384.77  $91,367.95    ($1,858.42)  66.44%  11.03%  $0.00000  $0.00000
 41  Sell Short  08/12/05  Short  SFr.2.26320  ($1,831.25)  100000  ($2,456.25)  (0.35%)  $0.00  29.43%    $0.00000  $0.00000
   Buy to Cover  10/28/05  Buy  SFr.2.27120    ($2,456.25)  $88,911.70    ($4,460.87)  57.91%  (12.66%)  $0.00000  $0.00000
 42  Buy  10/28/05  Buy  SFr.2.27120  $0.00  100000  $1,163.59  0.67%  $1,431.52  75.10%    $0.00000  $0.00000
   Sell  11/04/05  Short  SFr.2.28640    $1,163.59  $90,075.29    ($474.77)  85.94%  61.04%  $0.00000  $0.00000
 43  Sell Short  11/04/05  Short  SFr.2.28640  ($554.21)  100000  $1,394.24  1.12%  $2,084.15  82.39%    $0.00000  $0.00000
   Buy to Cover  11/25/05  Buy  SFr.2.26070    $1,394.24  $91,469.53    ($963.18)  77.93%  60.33%  $0.00000  $0.00000
 44  Buy  11/25/05  Buy  SFr.2.26070  $0.00  100000  $1,571.87  0.92%  $1,981.93  74.57%    $0.00000  $0.00000
   Sell  12/02/05  Short  SFr.2.28140    $1,571.87  $93,041.40    ($676.03)  84.57%  59.14%  $0.00000  $0.00000
 45  Sell Short  12/02/05  Short  SFr.2.28140  ($633.57)  100000  $759.98  0.80%  $1,240.48  55.09%    $0.00000  $0.00000
   Buy to Cover  12/30/05  Buy  SFr.2.26310    $759.98  $93,801.38    ($2,059.47)  85.40%  40.49%  $0.00000  $0.00000
 46  Buy  12/30/05  Buy  SFr.2.26310  $0.00  100000  $344.45  0.19%  $908.09  30.21%    $0.00000  $0.00000
   Sell  01/13/06  Short  SFr.2.26750    $344.45  $94,145.83    ($2,111.07)  81.25%  11.46%  $0.00000  $0.00000
 47  Sell Short  01/13/06  Short  SFr.2.26750  ($147.30)  100000  $479.51  0.35%  $1,201.91  100.00%    $0.00000  $0.00000
   Buy to Cover  01/20/06  Buy  SFr.2.25950    $479.51  $94,625.34    ($169.29)  45.71%  45.71%  $0.00000  $0.00000
 48  Buy  01/20/06  Buy  SFr.2.25950  $0.00  100000  $747.61  0.42%  $895.57  43.40%    $0.00000  $0.00000
   Sell  01/27/06  Short  SFr.2.26910    $747.61  $95,372.94    ($1,168.50)  92.83%  36.23%  $0.00000  $0.00000
 49  Sell Short  01/27/06  Short  SFr.2.26910  ($798.27)  100000  ($1,178.03)  (0.22%)  $729.64  25.47%    $0.00000  $0.00000
   Buy to Cover  03/10/06  Buy  SFr.2.27410    ($1,178.03)  $94,194.91    ($3,463.88)  64.18%  (10.35%)  $0.00000  $0.00000
 50  Buy  03/10/06  Buy  SFr.2.27410  $0.00  100000  $785.66  0.45%  $1,113.65  53.09%    $0.00000  $0.00000
   Sell  03/24/06  Short  SFr.2.28440    $785.66  $94,980.57    ($1,000.16)  84.36%  37.45%  $0.00000  $0.00000
 51  Sell Short  03/24/06  Short  SFr.2.28440  ($271.16)  100000  $896.45  0.67%  $2,704.72  88.64%    $0.00000  $0.00000
   Buy to Cover  04/07/06  Buy  SFr.2.26920    $896.45  $95,877.02    ($540.56)  45.91%  34.55%  $0.00000  $0.00000
 52  Buy  04/07/06  Buy  SFr.2.26920  $0.00  100000  $815.59  0.44%  $1,198.92  52.13%    $0.00000  $0.00000
   Sell  05/05/06  Short  SFr.2.27920    $815.59  $96,692.61    ($1,090.47)  83.33%  35.46%  $0.00000  $0.00000
 53  Sell Short  05/05/06  Short  SFr.2.27920  ($296.97)  100000  ($774.10)  (0.25%)  $920.23  54.51%    $0.00000  $0.00000
   Buy to Cover  05/19/06  Buy  SFr.2.28500    ($774.10)  $95,918.51    ($1,358.18)  24.55%  (20.94%)  $0.00000  $0.00000
 54  Buy  05/19/06  Buy  SFr.2.28500  $0.00  100000  ($723.64)  (0.39%)  $65.22  2.86%    $0.00000  $0.00000
   Sell  06/16/06  Short  SFr.2.27610    ($723.64)  $95,194.87    ($2,209.59)  65.36%  (31.79%)  $0.00000  $0.00000
 55  Sell Short  06/16/06  Short  SFr.2.27610  ($293.54)  100000  $924.78  0.65%  $1,194.60  60.67%    $0.00000  $0.00000
   Buy to Cover  06/30/06  Buy  SFr.2.26120    $924.78  $96,119.65    ($1,098.74)  89.00%  49.67%  $0.00000  $0.00000
 56  Buy  06/30/06  Buy  SFr.2.26120  $0.00  100000  $2,959.01  1.62%  $3,355.16  81.21%    $0.00000  $0.00000
   Sell  07/21/06  Short  SFr.2.29780    $2,959.01  $99,078.66    ($784.96)  90.41%  71.62%  $0.00000  $0.00000
 57  Sell Short  07/21/06  Short  SFr.2.29780  ($1,022.04)  100000  ($3,354.71)  (1.27%)  $57.24  8.14%    $0.00000  $0.00000
   Buy to Cover  09/08/06  Buy  SFr.2.32690    ($3,354.71)  $95,723.95    ($4,818.69)  40.35%  (51.50%)  $0.00000  $0.00000
 58  Buy  09/08/06  Buy  SFr.2.32690  $0.00  100000  $2,699.04  1.46%  $3,487.26  79.49%    $0.00000  $0.00000
   Sell  09/15/06  Short  SFr.2.36080    $2,699.04  $98,422.99    ($899.97)  82.03%  61.52%  $0.00000  $0.00000
 59  Sell Short  09/15/06  Short  SFr.2.36080  ($189.45)  100000  $1,361.31  0.82%  $1,716.23  59.36%    $0.00000  $0.00000
   Buy to Cover  09/29/06  Buy  SFr.2.34140    $1,361.31  $99,784.30    ($1,452.28)  88.42%  47.78%  $0.00000  $0.00000
 60  Buy  09/29/06  Buy  SFr.2.34140  $0.00  100000  $1,379.75  0.74%  $1,934.82  80.00%    $0.00000  $0.00000
   Sell  10/06/06  Short  SFr.2.35880    $1,379.75  $101,164.05    ($483.86)  77.05%  57.05%  $0.00000  $0.00000
 61  Sell Short  10/06/06  Short  SFr.2.35880  ($394.14)  100000  ($1,155.17)  (0.40%)  $593.04  32.63%    $0.00000  $0.00000
   Buy to Cover  10/27/06  Buy  SFr.2.36830    ($1,155.17)  $100,008.88    ($1,800.41)  34.04%  (33.33%)  $0.00000  $0.00000
 62  Buy  10/27/06  Buy  SFr.2.36830  $0.00  100000  $1,148.60  0.61%  $1,459.68  93.85%    $0.00000  $0.00000
   Sell  11/03/06  Short  SFr.2.38270    $1,148.60  $101,157.48    ($95.75)  80.00%  73.85%  $0.00000  $0.00000
 63  Sell Short  11/03/06  Short  SFr.2.38270  ($1,172.18)  100000  ($1,301.71)  (0.07%)  $3,653.96  72.67%    $0.00000  $0.00000
   Buy to Cover  01/05/07  Buy  SFr.2.38430    ($1,301.71)  $99,855.77    ($2,653.04)  25.00%  (2.33%)  $0.00000  $0.00000
 64  Buy  01/05/07  Buy  SFr.2.38430  $0.00  100000  $4,767.63  2.50%  $4,887.82  97.44%    $0.00000  $0.00000
   Sell  01/12/07  Short  SFr.2.44380    $4,767.63  $104,623.40    ($128.25)  97.60%  95.05%  $0.00000  $0.00000
 65  Sell Short  01/12/07  Short  SFr.2.44380  ($976.16)  100000  $912.92  0.95%  $2,755.80  59.21%    $0.00000  $0.00000
   Buy to Cover  02/23/07  Buy  SFr.2.42050    $912.92  $105,536.32    ($2,895.79)  70.59%  29.80%  $0.00000  $0.00000
 66  Buy  02/23/07  Buy  SFr.2.42050  $0.00  100000  ($2,412.21)  (1.21%)  $90.41  1.19%    $0.00000  $0.00000
   Sell  03/23/07  Short  SFr.2.39110    ($2,412.21)  $103,124.12    ($7,430.52)  67.13%  (31.68%)  $0.00000  $0.00000
 67  Sell Short  03/23/07  Short  SFr.2.39110  ($734.90)  100000  ($2,161.58)  (0.72%)  $1,168.87  31.21%    $0.00000  $0.00000
   Buy to Cover  04/27/07  Buy  SFr.2.40830    ($2,161.58)  $100,962.54    ($3,549.62)  35.65%  (33.14%)  $0.00000  $0.00000
 68  Buy  04/27/07  Buy  SFr.2.40830  $0.00  100000  $420.79  0.21%  $1,831.68  77.62%    $0.00000  $0.00000
   Sell  05/04/07  Short  SFr.2.41340    $420.79  $101,383.33    ($528.23)  40.21%  17.83%  $0.00000  $0.00000
 69  Sell Short  05/04/07  Short  SFr.2.41340  ($1,138.22)  100000  ($4,413.69)  (1.66%)  $311.18  10.84%    $0.00000  $0.00000
   Buy to Cover  06/29/07  Buy  SFr.2.45340    ($4,413.69)  $96,969.64    ($6,035.63)  31.36%  (57.80%)  $0.00000  $0.00000
 70  Buy  06/29/07  Buy  SFr.2.45340  $0.00  100000  $1,295.66  0.63%  $1,856.89  49.71%    $0.00000  $0.00000
   Sell  07/20/07  Short  SFr.2.46896    $1,295.66  $98,265.30    ($1,876.03)  84.98%  34.69%  $0.00000  $0.00000
 71  Sell Short  07/20/07  Short  SFr.2.46896  ($797.74)  100000  $3,439.92  2.06%  $7,063.47  77.29%    $0.00000  $0.00000
   Buy to Cover  08/24/07  Buy  SFr.2.41807    $3,439.92  $101,705.22    ($2,458.54)  64.95%  42.24%  $0.00000  $0.00000
 72  Buy  08/24/07  Buy  SFr.2.41807  $0.00  100000  $1,623.72  0.81%  $1,732.91  55.04%    $0.00000  $0.00000
   Sell  08/31/07  Short  SFr.2.43770    $1,623.72  $103,328.94    ($1,415.86)  96.53%  51.58%  $0.00000  $0.00000
 73  Sell Short  08/31/07  Short  SFr.2.43770  ($1,138.48)  100000  $2,745.03  1.86%  $7,075.97  94.76%    $0.00000  $0.00000
   Buy to Cover  10/19/07  Buy  SFr.2.39240    $2,745.03  $106,073.98    ($599.22)  53.49%  48.25%  $0.00000  $0.00000
 74  Buy  10/19/07  Buy  SFr.2.39240  $0.00  100000  ($5,725.44)  (2.71%)  $2,349.84  17.02%    $0.00000  $0.00000
   Sell  11/30/07  Short  SFr.2.32760    ($5,725.44)  $100,348.53    ($12,000.87)  42.32%  (40.66%)  $0.00000  $0.00000
 75  Sell Short  11/30/07  Short  SFr.2.32760  ($323.70)  100000  ($169.23)  0.08%  $4,316.73  85.91%    $0.00000  $0.00000
   Buy to Cover  12/14/07  Buy  SFr.2.32582    ($169.23)  $100,179.31    ($931.02)  17.09%  3.01%  $0.00000  $0.00000
 76  Buy  12/14/07  Buy  SFr.2.32582  $0.00  100000  ($3,061.37)  (1.52%)  $492.60  13.39%    $0.00000  $0.00000
   Sell  12/21/07  Short  SFr.2.29047    ($3,061.37)  $97,117.93    ($3,186.95)  3.41%  (83.20%)  $0.00000  $0.00000
 77  Sell Short  12/21/07  Short  SFr.2.29047  ($1,008.51)  100000  $12,025.08  6.28%  $14,958.25  98.20%    $0.00000  $0.00000
   Buy to Cover  02/08/08  Buy  SFr.2.14663    $12,025.08  $109,143.01    ($468.04)  83.73%  81.93%  $0.00000  $0.00000
 78  Buy  02/08/08  Buy  SFr.2.14663  $0.00  100000  ($240.61)  (0.12%)  $3,425.85  63.35%    $0.00000  $0.00000
   Sell  02/15/08  Short  SFr.2.14400    ($240.61)  $108,902.41    ($1,982.51)  32.20%  (4.45%)  $0.00000  $0.00000
 79  Sell Short  02/15/08  Short  SFr.2.14400  ($836.99)  100000  $13,031.07  6.51%  $19,416.51  93.55%    $0.00000  $0.00000
   Buy to Cover  04/04/08  Buy  SFr.2.00449    $13,031.07  $121,933.48    ($1,428.78)  71.09%  64.64%  $0.00000  $0.00000
 80  Buy  04/04/08  Buy  SFr.2.00449  $0.00  100000  $2,847.44  1.45%  $4,424.33  49.30%    $0.00000  $0.00000
   Sell  04/18/08  Short  SFr.2.03349    $2,847.44  $124,780.92    ($4,628.54)  82.43%  31.73%  $0.00000  $0.00000
 81  Sell Short  04/18/08  Short  SFr.2.03349  ($436.16)  100000  ($454.41)  (0.01%)  $3,844.96  39.76%    $0.00000  $0.00000
   Buy to Cover  05/09/08  Buy  SFr.2.03368    ($454.41)  $124,326.50    ($6,236.28)  60.05%  (0.18%)  $0.00000  $0.00000
 82  Buy  05/09/08  Buy  SFr.2.03368  $0.00  100000  $3,034.17  1.56%  $4,282.18  74.04%    $0.00000  $0.00000
   Sell  05/30/08  Short  SFr.2.06531    $3,034.17  $127,360.67    ($1,528.38)  78.42%  52.46%  $0.00000  $0.00000
 83  Sell Short  05/30/08  Short  SFr.2.06531  ($275.01)  100000  $2,260.23  1.29%  $5,823.88  100.00%    $0.00000  $0.00000
   Buy to Cover  06/13/08  Buy  SFr.2.03876    $2,260.23  $129,620.90    ($22.07)  41.43%  41.43%  $0.00000  $0.00000
 84  Buy  06/13/08  Buy  SFr.2.03876  $0.00  100000  ($1,819.95)  (0.91%)  $2,598.25  48.90%    $0.00000  $0.00000
   Sell  07/11/08  Short  SFr.2.02027    ($1,819.95)  $127,800.94    ($2,744.34)  17.51%  (33.59%)  $0.00000  $0.00000
 85  Sell Short  07/11/08  Short  SFr.2.02027  ($812.96)  100000  ($2,150.30)  (0.73%)  $772.42  13.71%    $0.00000  $0.00000
   Buy to Cover  08/22/08  Buy  SFr.2.03496    ($2,150.30)  $125,650.64    ($6,205.81)  65.32%  (20.96%)  $0.00000  $0.00000
 86  Buy  08/22/08  Buy  SFr.2.03496  $0.00  100000  ($685.56)  (0.38%)  $0.00  0.00%    $0.00000  $0.00000
   Sell  09/12/08  Short  SFr.2.02721    ($685.56)  $124,965.09    ($7,655.45)  90.95%  (9.05%)  $0.00000  $0.00000
 87  Sell Short  09/12/08  Short  SFr.2.02721  ($217.30)  100000  $1,328.57  0.83%  $4,490.04  86.12%    $0.00000  $0.00000
   Buy to Cover  09/26/08  Buy  SFr.2.01035    $1,328.57  $126,293.65    ($891.31)  42.22%  28.34%  $0.00000  $0.00000
 88  Buy  09/26/08  Buy  SFr.2.01035  $0.00  100000  ($11,850.72)  (7.16%)  $631.40  2.60%    $0.00000  $0.00000
   Sell  11/28/08  Short  SFr.1.86650    ($11,850.72)  $114,442.93    ($22,387.20)  45.02%  (52.38%)  $0.00000  $0.00000
 89  Sell Short  11/28/08  Short  SFr.1.86650  ($346.31)  100000  $27,126.68  15.90%  $32,445.35  99.09%    $0.00000  $0.00000
   Buy to Cover  01/02/09  Buy  SFr.1.56980    $27,126.68  $141,569.61    ($358.14)  83.90%  82.99%  $0.00000  $0.00000
 90  Buy  01/02/09  Buy  SFr.1.56980  $0.00  100000  $10,552.88  7.49%  $11,200.42  87.23%    $0.00000  $0.00000
   Sell  01/09/09  Short  SFr.1.68730    $10,552.88  $152,122.49    ($1,639.80)  94.96%  82.19%  $0.00000  $0.00000
 91  Sell Short  01/09/09  Short  SFr.1.68730  ($73.27)  100000  $3,438.54  2.33%  $6,269.44  98.50%    $0.00000  $0.00000
   Buy to Cover  01/16/09  Buy  SFr.1.64800    $3,438.54  $155,561.03    ($174.31)  56.00%  54.50%  $0.00000  $0.00000
 92  Buy  01/16/09  Buy  SFr.1.64800  $0.00  100000  $3,314.12  2.33%  $3,345.14  31.70%    $0.00000  $0.00000
   Sell  01/30/09  Short  SFr.1.68646    $3,314.12  $158,875.15    ($7,246.00)  99.71%  31.40%  $0.00000  $0.00000
 93  Sell Short  01/30/09  Short  SFr.1.68646  ($136.62)  100000  $1,437.11  1.08%  $4,374.52  45.61%    $0.00000  $0.00000
   Buy to Cover  02/20/09  Buy  SFr.1.66826    $1,437.11  $160,312.25    ($5,423.34)  70.47%  16.08%  $0.00000  $0.00000
 94  Buy  02/20/09  Buy  SFr.1.66826  $0.00  100000  $508.43  0.36%  $3,052.26  72.26%    $0.00000  $0.00000
   Sell  02/27/09  Short  SFr.1.67421    $508.43  $160,820.68    ($1,171.92)  39.77%  12.04%  $0.00000  $0.00000
 95  Sell Short  02/27/09  Short  SFr.1.67421  ($47.45)  100000  $3,540.74  2.48%  $4,350.86  94.91%    $0.00000  $0.00000
   Buy to Cover  03/06/09  Buy  SFr.1.63262    $3,540.74  $164,361.42    ($290.86)  82.40%  77.30%  $0.00000  $0.00000
 96  Buy  03/06/09  Buy  SFr.1.63262  $0.00  100000  ($220.01)  (0.15%)  $4,502.48  51.24%    $0.00000  $0.00000
   Sell  03/20/09  Short  SFr.1.63014    ($220.01)  $164,141.40    ($4,077.64)  46.26%  (2.50%)  $0.00000  $0.00000
 97  Sell Short  03/20/09  Short  SFr.1.63014  ($49.83)  100000  ($722.07)  (0.47%)  $679.81  19.34%    $0.00000  $0.00000
   Buy to Cover  03/27/09  Buy  SFr.1.63783    ($722.07)  $163,419.34    ($3,143.52)  63.08%  (17.58%)  $0.00000  $0.00000
 98  Buy  03/27/09  Buy  SFr.1.63783  $0.00  100000  $3,555.52  2.46%  $4,054.99  75.37%    $0.00000  $0.00000
   Sell  04/03/09  Short  SFr.1.67805    $3,555.52  $166,974.85    ($1,325.61)  90.72%  66.09%  $0.00000  $0.00000
 99  Sell Short  04/03/09  Short  SFr.1.67805  ($316.56)  100000  ($2,441.50)  (1.42%)  $1,243.72  23.16%    $0.00000  $0.00000
   Buy to Cover  05/15/09  Buy  SFr.1.70188    ($2,441.50)  $164,533.35    ($4,683.46)  42.46%  (34.38%)  $0.00000  $0.00000
 100  Buy  05/15/09  Buy  SFr.1.70188  $0.00  100000  $2,466.63  1.57%  $3,361.92  91.73%    $0.00000  $0.00000
   Sell  05/22/09  Short  SFr.1.72866    $2,466.63  $166,999.98    ($303.17)  75.57%  67.30%  $0.00000  $0.00000
 101  Sell Short  05/22/09  Short  SFr.1.72866  ($325.87)  100000  ($4,488.55)  (2.62%)  $1,444.12  17.02%    $0.00000  $0.00000
   Buy to Cover  07/03/09  Buy  SFr.1.77388    ($4,488.55)  $162,511.44    ($7,916.31)  37.61%  (45.37%)  $0.00000  $0.00000
 102  Buy  07/03/09  Buy  SFr.1.77388  $0.00  100000  ($1,414.78)  (0.86%)  $414.15  11.31%    $0.00000  $0.00000
   Sell  07/17/09  Short  SFr.1.75865    ($1,414.78)  $161,096.65    ($3,249.45)  50.08%  (38.62%)  $0.00000  $0.00000
 103  Sell Short  07/17/09  Short  SFr.1.75865  ($52.26)  100000  ($183.84)  (0.08%)  $1,247.38  47.18%    $0.00000  $0.00000
   Buy to Cover  07/24/09  Buy  SFr.1.76006    ($183.84)  $160,912.81    ($1,529.50)  48.08%  (4.74%)  $0.00000  $0.00000
 104  Buy  07/24/09  Buy  SFr.1.76006  $0.00  100000  $4,012.24  2.47%  $4,522.67  89.92%    $0.00000  $0.00000
   Sell  08/07/09  Short  SFr.1.80345    $4,012.24  $164,925.06    ($512.96)  89.85%  79.78%  $0.00000  $0.00000
 105  Sell Short  08/07/09  Short  SFr.1.80345  ($55.96)  100000  $2,809.33  1.70%  $3,301.81  90.52%    $0.00000  $0.00000
   Buy to Cover  08/14/09  Buy  SFr.1.77273    $2,809.33  $167,734.39    ($418.98)  86.49%  77.01%  $0.00000  $0.00000
 106  Buy  08/14/09  Buy  SFr.1.77273  $0.00  100000  ($10,587.47)  (6.08%)  $1,008.01  6.21%    $0.00000  $0.00000
   Sell  10/16/09  Short  SFr.1.66494    ($10,587.47)  $157,146.92    ($15,827.68)  31.05%  (62.74%)  $0.00000  $0.00000
 107  Sell Short  10/16/09  Short  SFr.1.66494  ($169.09)  100000  ($2,608.17)  (1.49%)  $2,503.97  47.20%    $0.00000  $0.00000
   Buy to Cover  11/06/09  Buy  SFr.1.68975    ($2,608.17)  $154,538.75    ($3,060.16)  9.35%  (43.45%)  $0.00000  $0.00000
 108  Buy  11/06/09  Buy  SFr.1.68975  $0.00  100000  ($108.62)  (0.07%)  $740.33  23.62%    $0.00000  $0.00000
   Sell  11/13/09  Short  SFr.1.68865    ($108.62)  $154,430.13    ($2,394.59)  72.91%  (3.46%)  $0.00000  $0.00000
 109  Sell Short  11/13/09  Short  SFr.1.68865  ($170.22)  100000  $1,339.15  0.91%  $3,963.32  65.32%    $0.00000  $0.00000
   Buy to Cover  12/04/09  Buy  SFr.1.67331    $1,339.15  $155,769.28    ($2,270.49)  58.47%  23.79%  $0.00000  $0.00000
 110  Buy  12/04/09  Buy  SFr.1.67331  $0.00  100000  $1,112.00  0.69%  $2,736.85  70.04%    $0.00000  $0.00000
   Sell  12/18/09  Short  SFr.1.68491    $1,112.00  $156,881.27    ($1,180.43)  58.42%  28.46%  $0.00000  $0.00000
 111  Sell Short  12/18/09  Short  SFr.1.68491  ($210.65)  100000  $1,421.86  0.99%  $4,996.98  93.08%    $0.00000  $0.00000
   Buy to Cover  01/15/10  Buy  SFr.1.66817    $1,421.86  $158,303.13    ($443.56)  36.04%  29.12%  $0.00000  $0.00000
 112  Buy  01/15/10  Buy  SFr.1.66817  $0.00  100000  $844.20  0.53%  $3,396.02  100.00%    $0.00000  $0.00000
   Sell  01/22/10  Short  SFr.1.67696    $844.20  $159,147.33    $0.00  24.86%  24.86%  $0.00000  $0.00000
 113  Sell Short  01/22/10  Short  SFr.1.67696  ($664.11)  100000  $3,727.50  2.78%  $8,573.96  73.98%    $0.00000  $0.00000
   Buy to Cover  04/16/10  Buy  SFr.1.63034    $3,727.50  $162,874.83    ($3,282.04)  61.62%  35.59%  $0.00000  $0.00000
 114  Buy  04/16/10  Buy  SFr.1.63034  $0.00  100000  $1,746.90  1.15%  $3,153.55  77.82%    $0.00000  $0.00000
   Sell  04/23/10  Short  SFr.1.64908    $1,746.90  $164,621.72    ($898.78)  65.29%  43.11%  $0.00000  $0.00000
 115  Sell Short  04/23/10  Short  SFr.1.64908  ($226.20)  100000  ($1,329.38)  (0.77%)  $3,490.24  48.62%    $0.00000  $0.00000
   Buy to Cover  05/21/10  Buy  SFr.1.66176    ($1,329.38)  $163,292.35    ($3,947.37)  35.99%  (15.38%)  $0.00000  $0.00000
 116  Buy  05/21/10  Buy  SFr.1.66176  $0.00  100000  $1,157.58  0.81%  $1,896.80  87.05%    $0.00000  $0.00000
   Sell  05/28/10  Short  SFr.1.67518    $1,157.58  $164,449.92    ($282.17)  66.07%  53.13%  $0.00000  $0.00000
 117  Sell Short  05/28/10  Short  SFr.1.67518  ($213.16)  100000  $2,525.84  1.79%  $3,934.68  58.44%    $0.00000  $0.00000
   Buy to Cover  06/25/10  Buy  SFr.1.64524    $2,525.84  $166,975.77    ($2,838.59)  80.06%  38.50%  $0.00000  $0.00000
 118  Buy  06/25/10  Buy  SFr.1.64524  $0.00  100000  ($1,853.40)  (1.19%)  $185.32  3.07%    $0.00000  $0.00000
   Sell  07/23/10  Short  SFr.1.62570    ($1,853.40)  $165,122.37    ($5,926.32)  66.50%  (30.43%)  $0.00000  $0.00000
 119  Sell Short  07/23/10  Short  SFr.1.62570  ($168.44)  100000  ($1,386.58)  (0.79%)  $686.59  13.55%    $0.00000  $0.00000
   Buy to Cover  08/13/10  Buy  SFr.1.63850    ($1,386.58)  $163,735.79    ($4,937.81)  64.32%  (22.13%)  $0.00000  $0.00000
 120  Buy  08/13/10  Buy  SFr.1.63850  $0.00  100000  ($5,987.46)  (3.69%)  $141.17  1.42%    $0.00000  $0.00000
   Sell  09/17/10  Short  SFr.1.57805    ($5,987.46)  $157,748.33    ($10,008.81)  39.61%  (58.97%)  $0.00000  $0.00000
 121  Sell Short  09/17/10  Short  SFr.1.57805  ($718.31)  100000  $2,142.70  1.78%  $6,941.42  75.42%    $0.00000  $0.00000
   Buy to Cover  12/10/10  Buy  SFr.1.54997    $2,142.70  $159,891.04    ($2,811.24)  55.25%  30.67%  $0.00000  $0.00000
 122  Buy  12/10/10  Buy  SFr.1.54997  $0.00  100000  ($4,830.40)  (3.01%)  $476.77  4.02%    $0.00000  $0.00000
   Sell  01/07/11  Short  SFr.1.50326    ($4,830.40)  $155,060.63    ($11,805.35)  55.29%  (40.68%)  $0.00000  $0.00000
 123  Sell Short  01/07/11  Short  SFr.1.50326  ($508.52)  100000  ($551.80)  (0.03%)  $1,651.49  20.95%    $0.00000  $0.00000
   Buy to Cover  03/04/11  Buy  SFr.1.50366    ($551.80)  $154,508.83    ($7,345.64)  78.57%  (0.48%)  $0.00000  $0.00000
 124  Buy  03/04/11  Buy  SFr.1.50366    100000  n/a  n/a  $1,131.23  n/a    $0.00000  $0.00000
   Sell  open  n/a  SFr.1.47314    n/a  n/a    ($3,807.68)  n/a  n/a  n/a  n/a

--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Annual Trading Summary
TradeStation Strategy Performance Report TSL_GBPCHF_2.0, GBPCHF, Weekly, 3/16/2001 1:59:00 PM - 3/18/2011 1:59:00 PM
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

 ($14,154.46) (5.84%) 0.35 12 33.33%
1/1/2011 $1,060.31 0.43% 1.27 3 33.33%
1/1/2010 ($9,987.55) (3.85%) 0.55 12 50.00%
1/1/2009 $17,246.81 7.13% 1.73 23 56.52%
1/1/2008 $41,653.46 20.79% 3.42 13 53.85%
1/1/2007 $853.24 0.43% 1.05 15 60.00%
1/1/2006 $5,676.23 2.93% 1.64 18 66.67%
1/1/2005 $15,242.04 8.53% 3.48 14 78.57%
1/1/2004 $36,947.97 26.09% 6.35 16 81.25%
1/1/2003 $45,046.34 46.63% 101.99 15 93.33%
1/1/2002 ($3,405.73) (3.41%) 0.42 4 50.00%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades % Profitable
1/1/2011 - Today $1,060.31 0.43% 1.27 3 33.33%
1/1/2010 - 1/1/2011 ($8,572.19) (3.31%) 0.59 14 42.86%
1/1/2009 - 1/1/2011 $8,715.98 3.60% 1.20 36 52.78%
1/1/2008 - 1/1/2011 $50,159.04 25.03% 1.85 48 54.17%
1/1/2007 - 1/1/2011 $51,109.87 25.62% 1.66 62 54.84%
1/1/2006 - 1/1/2011 $56,810.88 29.31% 1.66 79 56.96%
1/1/2005 - 1/1/2011 $72,052.92 40.35% 1.78 92 60.87%
1/1/2004 - 1/1/2011 $108,946.50 76.92% 2.13 107 63.55%
1/1/2003 - 1/1/2011 $154,014.08 159.44% 2.60 121 66.94%
1/1/2002 - 1/1/2011 $150,520.14 150.52% 2.49 124 66.13%
1/1/2001 - 1/1/2011 $150,520.14 150.52% 2.49 124 66.13%

Created by TradeStation: 3/15/2011 10:13:29 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Daily Analysis
TradeStation Strategy Performance Report TSL_GBPCHF_2.0, GBPCHF, Weekly, 3/16/2001 1:59:00 PM - 3/18/2011 1:59:00 PM
TradeStation Periodical Returns: Daily
 
Mark-To-Market Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable
3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/17/2011 $0.00 0.00% 0.00 1 0.00%
3/16/2011 $0.00 0.00% 0.00 1 0.00%
3/15/2011 $0.00 0.00% 0.00 1 0.00%
3/14/2011 $0.00 0.00% 0.00 1 0.00%
3/13/2011 $0.00 0.00% 0.00 1 0.00%
3/12/2011 $0.00 0.00% 0.00 1 0.00%
3/11/2011 ($965.03) (0.42%) 0.00 1 0.00%
3/10/2011 $0.00 0.00% 0.00 1 0.00%
3/9/2011 $0.00 0.00% 0.00 1 0.00%
3/8/2011 $0.00 0.00% 0.00 1 0.00%
3/7/2011 $0.00 0.00% 0.00 1 0.00%
3/6/2011 $0.00 0.00% 0.00 1 0.00%
3/5/2011 $0.00 0.00% 0.00 1 0.00%
3/4/2011 ($914.25) (0.40%) 0.00 2 0.00%
3/3/2011 ($11.85) (0.01%) 0.00 1 0.00%
3/2/2011 ($11.85) (0.01%) 0.00 1 0.00%
3/1/2011 ($11.85) (0.01%) 0.00 1 0.00%
2/28/2011 ($11.85) (0.01%) 0.00 1 0.00%
2/27/2011 ($11.85) (0.01%) 0.00 1 0.00%
2/26/2011 ($11.85) (0.01%) 0.00 1 0.00%
2/25/2011 $4,130.23 1.83% 100.00 1 100.00%
2/24/2011 ($11.65) (0.01%) 0.00 1 0.00%
2/23/2011 ($11.65) (0.01%) 0.00 1 0.00%
2/22/2011 ($11.65) (0.01%) 0.00 1 0.00%
2/21/2011 ($11.65) (0.01%) 0.00 1 0.00%
2/20/2011 ($11.65) (0.01%) 0.00 1 0.00%
2/19/2011 ($11.65) (0.01%) 0.00 1 0.00%
2/18/2011 $2,283.36 1.02% 100.00 1 100.00%
2/17/2011 ($11.31) (0.01%) 0.00 1 0.00%
2/16/2011 ($11.31) (0.01%) 0.00 1 0.00%
2/15/2011 ($11.31) (0.01%) 0.00 1 0.00%
2/14/2011 ($11.31) (0.01%) 0.00 1 0.00%
2/13/2011 ($11.31) (0.01%) 0.00 1 0.00%
2/12/2011 ($11.31) (0.01%) 0.00 1 0.00%
2/11/2011 ($2,012.54) (0.89%) 0.00 1 0.00%
2/10/2011 ($11.52) (0.01%) 0.00 1 0.00%
2/9/2011 ($11.52) (0.01%) 0.00 1 0.00%
2/8/2011 ($11.52) (0.01%) 0.00 1 0.00%
2/7/2011 ($11.52) (0.01%) 0.00 1 0.00%
 
Mark-To-Market Rolling Period Analysis:

Period

 Net Profit % Gain Profit Factor # Trades % Profitable
3/18/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/17/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/16/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/15/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/14/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/13/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/12/2011 - 3/18/2011 ($2,349.40) (1.03%) 0.00 1 0.00%
3/11/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/10/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/9/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/8/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/7/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/6/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/5/2011 - 3/18/2011 ($3,327.77) (1.45%) 0.00 1 0.00%
3/4/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
3/3/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
3/2/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
3/1/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
2/28/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
2/27/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
2/26/2011 - 3/18/2011 ($4,242.03) (1.84%) 0.00 2 0.00%
2/25/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/24/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/23/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/22/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/21/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/20/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/19/2011 - 3/18/2011 ($83.38) (0.04%) 0.97 2 50.00%
2/18/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/17/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/16/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/15/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/14/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/13/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/12/2011 - 3/18/2011 $2,261.54 1.01% 1.68 2 50.00%
2/11/2011 - 3/18/2011 $156.63 0.07% 1.05 2 50.00%
2/10/2011 - 3/18/2011 $156.63 0.07% 1.05 2 50.00%
2/9/2011 - 3/18/2011 $156.63 0.07% 1.05 2 50.00%
2/8/2011 - 3/18/2011 $156.63 0.07% 1.05 2 50.00%
2/7/2011 - 3/18/2011 $156.63 0.07% 1.05 2 50.00%

Created by TradeStation: 3/15/2011 10:13:29 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Monthly Analysis
TradeStation Strategy Performance Report TSL_GBPCHF_2.0, GBPCHF, Weekly, 3/16/2001 1:59:00 PM - 3/18/2011 1:59:00 PM
TradeStation Periodical Returns: Monthly

Mark-To-Market Monthly Average Analysis:
Period Avg. Net Profit % Gain

%Profitable
January $3,573.38 3.57% 60.00%
February $2,240.38 1.13% 53.33%
March $2,501.28 1.25% 59.09%
April $478.73 0.24% 50.00%
May $685.18 0.35% 50.00%
June $319.68 0.16% 37.50%
July $1,525.95 0.77% 52.63%
August $664.50 0.33% 50.00%
September $590.91 0.29% 56.25%
October $7.77 0.00% 35.29%
November $1,789.53 0.94% 63.16%
December $2,589.32 1.35% 55.56%
 
Mark-To-Market Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

3/1/2011 ($4,242.03) (1.68%) 0.00 2 0.00%
2/1/2011 ($532.29) (0.21%) 0.00 1 0.00%
1/1/2011 $5,796.63 2.34% 100.00 2 100.00%
12/1/2010 ($8,876.89) (3.46%) 0.12 2 50.00%
11/1/2010 $904.82 0.35% 100.00 1 100.00%
10/1/2010 ($2,354.14) (0.91%) 0.00 1 0.00%
9/1/2010 $504.60 0.20% 1.29 2 50.00%
8/1/2010 ($4,838.85) (1.85%) 0.00 2 0.00%
7/1/2010 ($2,582.59) (0.98%) 0.00 2 0.00%
6/1/2010 $2,515.78 0.96% 100.00 2 50.00%
5/1/2010 ($431.88) (0.16%) 0.73 3 33.33%
4/1/2010 ($2,304.66) (0.87%) 0.46 3 66.67%
3/1/2010 $4,325.54 1.66% 100.00 1 100.00%
2/1/2010 $5,330.86 2.09% 100.00 1 100.00%
1/1/2010 ($2,285.45) (0.89%) 0.27 3 33.33%
12/1/2009 $2,258.68 0.88% 2.40 3 66.67%
11/1/2009 $2,522.74 1.00% 6.77 3 33.33%
10/1/2009 $340.24 0.13% 1.15 2 50.00%
9/1/2009 ($8,310.13) (3.19%) 0.00 1 0.00%
8/1/2009 ($121.01) (0.05%) 0.97 3 66.67%
7/1/2009 $2,092.29 0.81% 2.30 4 50.00%
6/1/2009 ($6,012.48) (2.27%) 0.00 1 0.00%
5/1/2009 ($348.14) (0.13%) 0.88 3 66.67%
4/1/2009 $4,001.40 1.53% 100.00 2 100.00%
3/1/2009 $2,582.14 1.00% 3.71 4 25.00%
2/1/2009 $1,928.34 0.75% 226.59 3 66.67%
1/1/2009 $16,559.65 6.90% 23.34 5 60.00%
12/1/2008 $28,057.04 13.24% 100.00 1 100.00%
11/1/2008 $417.48 0.20% 29.15 2 50.00%
10/1/2008 ($12,873.31) (5.74%) 0.00 1 0.00%
9/1/2008 $3,217.40 1.45% 100.00 3 66.67%
8/1/2008 ($610.39) (0.28%) 0.77 2 50.00%
7/1/2008 ($5,575.94) (2.45%) 0.00 2 0.00%
6/1/2008 $1,520.40 0.67% 3.12 2 50.00%
5/1/2008 $4,605.34 2.08% 209.65 3 66.67%
4/1/2008 ($1,429.18) (0.64%) 0.67 3 33.33%
3/1/2008 $8,240.05 3.84% 100.00 1 100.00%
2/1/2008 $8,729.50 4.24% 37.28 3 66.67%
1/1/2008 $6,170.91 3.09% 100.00 1 100.00%
12/1/2007 $291.01 0.15% 1.09 3 33.33%
 
Mark-To-Market Rolling Period Analysis:
Period Net Profit % Gain Profit Factor # Trades

%Profitable

3/1/2011 - Today ($4,242.03) (1.68%) 0.00 2 0.00%
2/1/2011 - 3/1/2011 ($4,764.61) (1.88%) 0.00 2 0.00%
1/1/2011 - 3/1/2011 $1,060.31 0.43% 1.27 3 33.33%
12/1/2010 - 3/1/2011 ($7,461.52) (2.91%) 0.14 4 25.00%
11/1/2010 - 3/1/2011 ($6,525.17) (2.56%) 0.25 4 25.00%
10/1/2010 - 3/1/2011 ($8,869.69) (3.44%) 0.00 4 0.00%
9/1/2010 - 3/1/2011 ($8,349.47) (3.25%) 0.20 5 20.00%
8/1/2010 - 3/1/2011 ($13,263.04) (5.06%) 0.14 6 16.67%
7/1/2010 - 3/1/2011 ($15,828.28) (5.98%) 0.12 7 14.29%
6/1/2010 - 3/1/2011 ($13,312.50) (5.08%) 0.26 8 25.00%
5/1/2010 - 3/1/2011 ($13,737.47) (5.23%) 0.30 10 30.00%
4/1/2010 - 3/1/2011 ($16,051.06) (6.06%) 0.32 12 33.33%
3/1/2010 - 3/1/2011 ($11,700.09) (4.49%) 0.39 12 41.67%
2/1/2010 - 3/1/2011